Add tests for unprofitable osmosis arbs.

local-interchaintest/src/main.rs

@@ -183,6 +183,56 @@ fn main() -> Result<(), Box<dyn StdError + Send + Sync>> {
                 .with_test(Box::new(tests::test_unprofitable_arb) as TestFn)
                 .build()?,
         )?
+        // Test case unprofitable osmo arb:
+        //
+        // - Astro: untrn-bruhtoken @ 1.5 bruhtoken/untrn
+        // - Osmo: bruhtoken-uosmo @ 0.001 uosmo/bruhtoken
+        // - Astro: uosmo-untrn @ 1 untrn/uosmo
+        .run(
+            TestBuilder::default()
+                .with_name("Osmosis Arb")
+                .with_description("The arbitrage bot not execute an unprofitable arb on Osmosis")
+                .with_denom(untrn_osmo.clone(), 100000000000)
+                .with_denom(uosmo.clone(), 100000000000)
+                .with_denom(bruhtoken.clone(), 100000000000)
+                .with_denom(untrn.clone(), 100000000000)
+                .with_denom(bruhtoken_osmo.clone(), 100000000000)
+                .with_pool(
+                    untrn.clone(),
+                    uosmo_ntrn.clone(),
+                    Pool::Astroport(
+                        AstroportPoolBuilder::default()
+                            .with_balance_asset_a(10000000u128)
+                            .with_balance_asset_b(15000000u128)
+                            .build()?,
+                    ),
+                )
+                .with_pool(
+                    uosmo.clone(),
+                    bruhtoken_osmo.clone(),
+                    Pool::Osmosis(
+                        OsmosisPoolBuilder::default()
+                            .with_funds(bruhtoken_osmo.clone(), 100000000u128)
+                            .with_funds(uosmo.clone(), 100000u128)
+                            .with_weight(bruhtoken_osmo.clone(), 100u128)
+                            .with_weight(uosmo.clone(), 1u128)
+                            .build(),
+                    ),
+                )
+                .with_pool(
+                    untrn.clone(),
+                    bruhtoken.clone(),
+                    Pool::Auction(
+                        AuctionPoolBuilder::default()
+                            .with_balance_offer_asset(10000000u128)
+                            .with_price(Decimal::percent(10))
+                            .build()?,
+                    ),
+                )
+                .with_arbbot()
+                .with_test(Box::new(tests::test_unprofitable_osmo_arb) as TestFn)
+                .build()?,
+        )?
         // Test case (astro -> osmo arb):
         //
         // - Astro: untrn-bruhtoken @ 1.5 bruhtoken/untrn

local-interchaintest/src/tests.rs

@@ -89,6 +89,54 @@ pub fn test_unprofitable_arb() -> Result<(), Box<dyn Error + Send + Sync + 'stat
     Ok(())
 }
 
+pub fn test_unprofitable_osmo_arb() -> Result<(), Box<dyn Error + Send + Sync + 'static>> {
+    let conn = sqlite::open(ARBFILE_PATH).expect("failed to open db");
+
+    let profit = {
+        let query = "SELECT SUM(o.realized_profit) AS total_profit FROM orders o";
+
+        let mut statement = conn.prepare(query).unwrap();
+
+        statement
+            .next()
+            .ok()
+            .and_then(|_| statement.read::<i64, _>("total_profit").ok())
+            .unwrap_or_default()
+    };
+
+    let auction_profit = {
+        let query = "SELECT SUM(order_profit) AS total_profit FROM (SELECT MAX(o.realized_profit) AS order_profit FROM orders o INNER JOIN legs l ON o.uid = l.order_uid WHERE l.kind = 'auction' GROUP BY o.uid)";
+        let mut statement = conn.prepare(query).unwrap();
+
+        statement
+            .next()
+            .ok()
+            .and_then(|_| statement.read::<i64, _>("total_profit").ok())
+            .unwrap_or_default()
+    };
+
+    let osmo_profit = {
+        let query = "SELECT SUM(order_profit) AS total_profit FROM (SELECT MAX(o.realized_profit) AS order_profit FROM orders o INNER JOIN legs l ON o.uid = l.order_uid WHERE l.kind = 'osmosis' GROUP BY o.uid)";
+        let mut statement = conn.prepare(query).unwrap();
+
+        statement
+            .next()
+            .ok()
+            .and_then(|_| statement.read::<i64, _>("total_profit").ok())
+            .unwrap_or_default()
+    };
+
+    println!("ARB BOT PROFIT: {profit}");
+    println!("AUCTION BOT PROFIT: {auction_profit}");
+    println!("OSMOSIS BOT PROFIT: {osmo_profit}");
+
+    util::assert_err("profit == 0", profit == 0, true)?;
+    util::assert_err("osmo_profit == 0", osmo_profit == 0, true)?;
+    util::assert_err("auction_profit == 0", auction_profit == 0, true)?;
+
+    Ok(())
+}
+
 pub fn test_osmo_arb() -> Result<(), Box<dyn Error + Send + Sync + 'static>> {
     let conn = sqlite::open(ARBFILE_PATH).expect("failed to open db");
 
@@ -105,7 +153,7 @@ pub fn test_osmo_arb() -> Result<(), Box<dyn Error + Send + Sync + 'static>> {
     };
 
     let auction_profit = {
-        let query = "SELECT SUM(order_profit) AS total_profit FROM (SELECT MAX(o.realized_profit) AS order_profit FROM orders o WHERE l.kind = 'auction' INNER JOIN legs l ON o.uid == l.order_uid GROUP BY o.uid)";
+        let query = "SELECT SUM(order_profit) AS total_profit FROM (SELECT MAX(o.realized_profit) AS order_profit FROM orders o INNER JOIN legs l ON o.uid = l.order_uid WHERE l.kind = 'auction' GROUP BY o.uid)";
         let mut statement = conn.prepare(query).unwrap();
 
         statement
@@ -116,7 +164,7 @@ pub fn test_osmo_arb() -> Result<(), Box<dyn Error + Send + Sync + 'static>> {
     };
 
     let osmo_profit = {
-        let query = "SELECT SUM(order_profit) AS total_profit FROM (SELECT MAX(o.realized_profit) AS order_profit FROM orders o WHERE l.kind = 'osmosis' INNER JOIN legs l ON o.uid == l.order_uid GROUP BY o.uid)";
+        let query = "SELECT SUM(order_profit) AS total_profit FROM (SELECT MAX(o.realized_profit) AS order_profit FROM orders o INNER JOIN legs l ON o.uid = l.order_uid WHERE l.kind = 'osmosis' GROUP BY o.uid)";
         let mut statement = conn.prepare(query).unwrap();
 
         statement